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Static Portfolio
Risk Managed US Stocks and Schwab Total Return Bonds Moderate Portfolio
Risk Managed US Stocks and Schwab Total Return Bonds Moderate Portfolio (Static Portfolio)
live (public) 0.89% May 03
Buy and Hold (Annually Rebalance)
USStocks P_52486 60%
Bonds P_46880 40%
Simulated from 01/02/2001
Holdings (As of 05/03/2024)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
USStocks | P_52486 (P Momentum Scoring Style ETFs and Treasuries) | 1.50% | 59.49% |
Bonds | P_46880 (Schwab Total Return Bond) | 0.01% | 40.51% |
* Day change on 05/03/2024.
Performance (As of 05/03/2024)
Since 01/02/2001
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Risk Managed US Stocks and Schwab Total Return Bonds Moderate Portfolio | 4.1% | 13.1% | -0.3% | 6.6% | 5.9% | 8.1% |
VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.5% | 12.5% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.9% | 7.7% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.6 | 4.1 | 13.1 | -0.3 | 6.6 | 5.9 | 8.1 | 8.0 | 8.2 | 11.4 | -15.0 | 8.6 | 25.8 | 8.5 | -1.9 | 9.4 | 15.3 | -6.6 | 6.7 | 23.6 | 9.3 | 1.8 | 7.7 | 20.7 | 1.0 | 7.2 | 11.9 | 6.7 | 11.6 | 32.8 | 0.8 | 0.9 |
Sharpe Ratio | NA | 0.31 | 1.1 | -0.28 | 0.36 | 0.42 | NA | NA | 0.69 | 0.88 | -1.79 | 0.67 | 1.02 | 1.19 | -0.32 | 1.44 | 1.59 | -0.82 | 0.81 | 2.51 | 1.3 | 0.13 | 0.59 | 2.1 | 0.01 | 0.42 | 0.96 | 0.6 | 1.04 | 3.23 | -0.05 | -0.25 |
Draw Down(%) | NA | 4.5 | 7.5 | 17.5 | 17.5 | 17.5 | NA | NA | 17.5 | 7.5 | 16.0 | 6.8 | 14.0 | 2.9 | 14.0 | 2.6 | 5.0 | 9.4 | 5.5 | 6.0 | 6.1 | 13.8 | 13.4 | 4.4 | 8.0 | 7.5 | 8.5 | 5.2 | 9.3 | 5.0 | 8.8 | 7.5 |
Standard Deviation(%) | NA | 9.2 | 8.5 | 9.2 | 14.1 | 11.5 | NA | NA | 10.4 | 8.1 | 9.2 | 12.9 | 25.0 | 6.0 | 9.9 | 6.1 | 9.5 | 8.1 | 8.2 | 9.4 | 7.2 | 13.3 | 13.0 | 9.8 | 6.5 | 10.1 | 9.0 | 7.5 | 10.2 | 9.9 | 7.2 | 5.5 |
Treynor Ratio | NA | 0.04 | 0.14 | -0.07 | 0.21 | 0.16 | NA | NA | 0.29 | 0.14 | -0.64 | 0.11 | 2.68 | 0.26 | -0.06 | 0.12 | 0.34 | -0.16 | 0.1 | 0.31 | 0.21 | 0.05 | 0.13 | 1.67 | -0.02 | 0.07 | 0.11 | 0.07 | 0.14 | 1.12 | -0.03 | -0.13 |
Alpha | NA | -0.02 | -0.02 | -0.02 | 0.01 | 0.01 | NA | NA | 0.02 | -0.01 | -0.05 | -0.04 | 0.09 | 0.0 | 0.0 | -0.02 | 0.04 | -0.03 | 0.0 | 0.01 | 0.01 | 0.01 | 0.0 | 0.06 | -0.01 | 0.01 | 0.0 | 0.01 | 0.02 | 0.08 | 0.01 | 0.0 |
Beta | NA | 0.74 | 0.68 | 0.38 | 0.24 | 0.31 | NA | NA | 0.25 | 0.51 | 0.26 | 0.76 | 0.1 | 0.27 | 0.51 | 0.76 | 0.44 | 0.41 | 0.68 | 0.76 | 0.45 | 0.36 | 0.59 | 0.12 | -0.05 | 0.57 | 0.81 | 0.66 | 0.77 | 0.29 | 0.13 | 0.11 |
RSquared | NA | 0.92 | 0.88 | 0.52 | 0.13 | 0.22 | NA | NA | 0.21 | 0.68 | 0.46 | 0.6 | 0.02 | 0.33 | 0.78 | 0.69 | 0.36 | 0.63 | 0.88 | 0.81 | 0.64 | 0.41 | 0.68 | 0.12 | 0.09 | 0.83 | 0.81 | 0.81 | 0.7 | 0.24 | 0.22 | 0.17 |
Sortino Ratio | NA | 0.45 | 1.58 | -0.39 | 0.51 | 0.59 | NA | NA | 0.97 | 1.27 | -2.2 | 0.95 | 1.49 | 1.6 | -0.42 | 2.07 | 2.75 | -1.06 | 1.12 | 3.66 | 2.0 | 0.17 | 0.8 | 3.17 | 0.02 | 0.56 | 1.39 | 0.83 | 1.45 | 4.94 | -0.07 | -0.35 |
Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/02/2001
Strategies
Asset Allocation Strategy | Rebalance for Static Portfolios |